l vandenberghe ee236a fall 2013 14 lecture 2 piecewise linear optimization piecewise linear minimization 1 and norm approximation examples modeling software 2 1 linear and ane functions linear function a ...
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...L vandenberghe eea fall lecture piecewise linear optimization minimization and norm approximation examples modeling software ane functions function a f rn r is if x y property only atx for some b convex it can be expressed as max i m parameterized by n vectors scalars the term more accurate but less common minimize equivalent lp with variables auxiliary scalar variable t subject to see equivalence note that xed optimal in matrix notation c ax at...